IIRC ya are supposeed to lash it to your vest/gear.
ya might could order a G clip and either screw it on or velcro it.
CRKT sheaths, all i have ever seen anyway, suck, ya outta see about a custom one would probably cost $25 or so.
the CRKT companion used to come with 2 crappy sheaths, ya would think it would be cheaper(or certainly not more expensive) to make one good one, go figure............